shib session id in the cookie is being dropped

[Misra, Siva]

Hello

We have configured Shibboleth service provider interacting with an external IDP that supports SAML 2.0(Microsoft product)
The shib session id in the cookie that is being sent from a Internet Explorer browser is not set due to the default(perhaps) key value which starts with "_shibsession_". Is there a way that i can change this key name not to contain the "_"(underscore) character?
No problems with other browser(firefox).

Much appreciated.
Siva Misra
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